Subset Selection in Poisson Regression

In this article, we propose a criterion for subset selection in Poisson regression called D p criterion. This criterion uses the deviance of the full model and subset model to arrive at a decision. Based on the same criterion a stepwise procedure is also developed to select the appropriate subset. T...

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Bibliographic Details
Published in:Journal of statistical theory and practice 2011-06, Vol.5 (2), p.207-219
Main Authors: Sakate, D. M., Kashid, D. N., Shirke, D. T.
Format: Article
Language:English
Subjects:
Deviance
Mathematics and Statistics
Poisson regression
Probability Theory and Stochastic Processes
Statistical Theory and Methods
Statistics
Stepwise procedure
Subset selection
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Summary:In this article, we propose a criterion for subset selection in Poisson regression called D p criterion. This criterion uses the deviance of the full model and subset model to arrive at a decision. Based on the same criterion a stepwise procedure is also developed to select the appropriate subset. The procedure is useful even when the number of regressors is large. The proposed stepwise method is operationally simple to implement. The method is illustrated with examples.
ISSN:1559-8608
1559-8616
DOI:10.1080/15598608.2011.10412024